Anic Equity¶

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Total return since start: 0.664 %¶

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Equity now: -----------------------------> 50838.39 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43457.12 Kr¶

PnL: ---------------------------------------> -245.47 Kr¶

DD now: ---------------------------------> -4.296 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 14:57:51.929168'

Anic Portfolio¶

Today¶

Return: 0.171 %¶

This Week¶

Return: 0.171 %¶

Total portfolio value¶

Return including deposits: 66.432 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.410000 3600.000000 37.500000 1.050000 3562.500000
Hexagon B 26 -0.380000 3439.800000 28.600000 0.840000 3411.200000
Hexatronic Group 15 4.080000 1093.800000 26.100000 2.440000 1067.700000
Orrön Energy 170 -1.940000 2066.350000 25.500000 1.250000 2040.850000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Sagax B 4 -0.710000 896.000000 12.800000 1.450000 883.200000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
BHG Group 109 -4.720000 1428.990000 9.810000 0.690000 1419.180000
HEXPOL B 8 0.000000 964.800000 9.600000 1.010000 955.200000
Latour B 4 -2.000000 863.200000 9.200000 1.080000 854.000000
Hennes & Mauritz B 6 -0.340000 917.160000 7.200000 0.790000 909.960000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
Platzer Fastigheter Holding B 12 -0.870000 954.000000 4.800000 0.510000 949.200000
ASSA ABLOY B 4 -1.030000 995.200000 4.400000 0.440000 990.800000
SKF B 5 -0.960000 982.000000 4.000000 0.410000 978.000000
Sandvik 4 -1.120000 848.800000 3.200000 0.380000 845.600000
Atrium Ljungberg B 5 -0.550000 903.500000 2.000000 0.220000 901.500000
Alimak Group 12 0.000000 1005.600000 1.200000 0.120000 1004.400000
Biotage 1 -7.220000 146.400000 -1.100000 -0.750000 147.500000
AcadeMedia 20 -1.060000 974.000000 -1.600000 -0.160000 975.600000
EQT 4 -2.170000 866.400000 -4.400000 -0.510000 870.800000
Gränges 10 3.620000 1031.000000 -5.000000 -0.480000 1036.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
BioGaia B 8 -2.270000 896.800000 -5.600000 -0.620000 902.400000
OX2 12 -3.850000 899.400000 -7.200000 -0.790000 906.600000
Vitrolife 3 -2.110000 668.400000 -8.600000 -1.270000 677.000001
JM 7 -2.400000 938.700000 -9.100000 -0.960000 947.800000
Byggmax Group 33 -2.560000 955.020000 -9.900000 -1.030000 964.920000
Catena 2 -1.350000 791.200000 -12.400000 -1.540000 803.600000
Investor B 3 -1.490000 645.000000 -13.000000 -1.980000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
Hoist Finance 36 -1.620000 982.800000 -25.200000 -2.500000 1008.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -1.580000 2659.800000 -323.780000 -10.850000 2983.577733
TOTAL 43457.120000 -245.470000 -4.29583% 43702.591732

Updated:¶

'2023-06-19 14:58:09.169792'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶